Taylor Series

Single Variable and Multi-Variable

Single variable Taylor series:
Let f be an infinitely differentiable function in some open interval around x = a.
f (x) =

X
f (k) (a)

k=0

k!

(x a)k = f (a) + f (a)(x a) +

f (a)
(x a)2 +
2!

Linear approximation in one variable:

Take the constant and linear terms from the Taylor series. In an open interval around x = a,
f (x) f (a) + f (a)(x a) linear approximation
Quadratic approximation in one variable:
Take the constant, linear, and quadratic terms from the Taylor series. In an open interval around x = a,
f (x) f (a) + f (a)(x a) +

f (a)
(x a)2
2!

quadradic approximation

Multi variable Taylor series:

Let f be an infinitely differentiable function in some open neighborhood around (x, y) = (a, b).
f (x, y) = f (a, b) + fx (a, b)(x a) + fy (a, b)(y b)

1 
fxx (a, b)(x a)2 + 2fxy (a, b)(x a)(y b) + fyy (y b)2 +
+
2!
A more compact form:
Let x = hx, yi and let a = ha, bi. With this new vector notation, the Taylor series can be written as
f (x) = f (a) + [(x a) f (a)] + [(x a) (H(x) (x a))] +
where H is the matrix of second derivatives, called the Hessian matrix
"
fxx (x, y)
H(x, y) =
fyx (x, y)

fxy (x, y)
fyy (x, y)

Linear approximation in multiple variables:

Take the constant and linear terms from the Taylor series. In a neighborhood of (x, y) = (a, b),
f (x, y) f (a, b) + fx (a, b)(x a) + fy (a, b)(y b)
Quadratic approximation in multiple variables:
Take the constant, linear, and quadratic terms from the Taylor series. In a neighborhood of (x, y) = (a, b),
f (x, y) f (a, b) + fx (a, b)(x a) + fy (a, b)(y b)

1 
fxx (a, b)(x a)2 + 2fxy (a, b)(x a)(y b) + fyy (y b)2
+
2!
= f (a) + [(x a) f (a)] + [(x a) (H(x) (x a))]